Abstract
We introduce a class of explicit exponential Rosenbrock methods for the time integration of large systems of stiff differential equations. Their application with respect to simulation tasks in the field of visual computing is discussed where these time integrators have shown to be very competitive compared to standard techniques. In particular, we address the simulation of elastic and nonelastic deformations as well as collision scenarios focusing on relevant aspects like stability and energy conservation, large stiffnesses, high fidelity and visual accuracy.
Keywords
- Accurate and efficient simulation
- (Explicit) exponential Rosenbrock integrators
- Stiff order conditions
- Stiff elastodynamic problems
- Visual computing
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsNotes
- 1.
We estimated the error after 60 s of simulated time based on the accumulated Euclidean distances of the individual particles in the position space compared to ground truth values which are computed with a sufficiently small step size.
- 2.
In order to detect collisions efficiently, we make use of a standard bounding volume hierarchy.
References
A.H. Al-Mohy, N.J. Higham, Computing the action of the matrix exponential, with an application to exponential integrators. SIAM J. Sci. Comput. 33, 488–511 (2011)
U. Ascher, S. Ruuth, B. Wetton, Implicit-explicit methods for time-dependent PDEs. SIAM J. Numer. Anal. 32(3), 797–823 (1997)
D. Baraff, A. Witkin, Large steps in cloth simulation, in ACM Transactions on Graphics, SIGGRAPH’98 (ACM, New York, 1998), pp. 43–54
M. Bergou, M. Wardetzky, S. Robinson, B. Audoly, E. Grinspun, Discrete elastic rods. ACM Trans. Graph. 27(3), 63:1–63:12 (2008)
M. Caliari, A. Ostermann, Implementation of exponential Rosenbrock-type integrators. Appl. Numer. Math. 59(3–4), 568–581 (2009)
M. Caliari, P. Kandolf, A. Ostermann, S. Rainer, The Leja method revisited: backward error analysis for the matrix exponential. SIAM J. Sci. Comput. 38(3), A1639–A1661 (2016)
W.L. Chao, J. Solomon, D. Michels, F. Sha, Exponential integration for Hamiltonian Monte Carlo, in Proceedings of the 32nd International Conference on Machine Learning, ed. by F. Bach, D. Blei. Proceedings of Machine Learning Research, vol. 37, pp. 1142–1151 (PMLR, Lille, 2015)
Y.J. Chen, U.M. Ascher, D.K. Pai, Exponential Rosenbrock-Euler integrators for elastodynamic simulation. IEEE Trans. Visual. Comput. Graph. 24(10), 2702–2713 (2018)
S.M. Cox, P.C. Matthews, Exponential time differencing for stiff systems. J. Comput. Phys. 176(2), 430–455 (2002)
C. Curtiss, J.O. Hirschfelder, Integration of stiff equations. Proc. Natl. Acad. Sci. 38(3), 235–243 (1952)
C.F. Curtiss, J.O. Hirschfelder, Integration of stiff equations. Proc. Natl. Acad. Sci. USA 38(3), 235–243 (1952)
B. Eberhardt, O. Etzmuß, M. Hauth, Implicit-explicit schemes for fast animation with particle systems, in Proceedings of the 11th Eurographics Workshop on Computer Animation and Simulation (EGCAS) (Springer, Berlin, 2000), pp. 137–151
S. Gaudreault, J. Pudykiewicz, An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere. J. Comput. Phys. 322, 827–848 (2016)
C. Gear, Numerical Initial Value Problems in Ordinary Differential Equations (Prentice–Hall, Englewood Cliffs, 1971)
S. Geiger, G. Lord, A. Tambue, Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation. Comput. Geosci. 16(2), 323–334 (2012)
R. Goldenthal, D. Harmon, R. Fattal, M. Bercovier, E. Grinspun, Efficient simulation of inextensible cloth, in ACM Transactions on Graphics, SIGGRAPH’07 (2007)
M.A. Gondal, Exponential Rosenbrock integrators for option pricing. J. Comput. Appl. Math. 234(4), 1153–1160 (2010)
E. Hairer, G. Wanner, Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems (Springer, New York, 1996)
M. Hauth, O. Etzmuss, A high performance solver for the animation of deformable objects using advanced numerical methods. Comput. Graph. Forum 20, 319–328 (2001)
N.J. Higham, Functions of Matrices: Theory and Computation (SIAM, Philadelphia, 2008)
M. Hochbruck, C. Lubich, On Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34, 1911–1925 (1997)
M. Hochbruck, A. Ostermann, Explicit exponential Runge–Kutta methods for semilinear parabolic problems. SIAM J. Numer. Anal. 43, 1069–1090 (2005)
M. Hochbruck, A. Ostermann, Explicit integrators of Rosenbrock-type. Oberwolfach Rep. 3, 1107–1110 (2006)
M. Hochbruck, A. Ostermann, Exponential integrators. Acta Numer. 19, 209–286 (2010)
M. Hochbruck, C. Lubich, H. Selhofer, Exponential integrators for large systems of differential equations. SIAM J. Sci. Comput. 19, 1552–1574 (1998)
M. Hochbruck, A. Ostermann, J. Schweitzer, Exponential Rosenbrock-type methods. SIAM J. Numer. Anal. 47, 786–803 (2009)
S. Krogstad, Generalized integrating factor methods for stiff PDEs. J. Comput. Phys. 203(1), 72–88 (2005)
M.W. Kutta, Beitrag zur näherungsweisen Integration totaler Differentialgleichungen. Z. Math. Phys. 46, 435–453 (1901)
V.T. Luan, Fourth-order two-stage explicit exponential integrators for time-dependent PDEs. Appl. Numer. Math. 112, 91–103 (2017)
V.T. Luan, A. Ostermann, Exponential B-series: the stiff case. SIAM J. Numer. Anal. 51, 3431–3445 (2013)
V.T. Luan, A. Ostermann, Explicit exponential Runge–Kutta methods of high order for parabolic problems. J. Comput. Appl. Math. 256, 168–179 (2014)
V.T. Luan, A. Ostermann, Exponential Rosenbrock methods of order five–construction, analysis and numerical comparisons. J. Comput. Appl. Math. 255, 417–431 (2014)
V.T. Luan, A. Ostermann, Stiff order conditions for exponential Runge–Kutta methods of order five, in Modeling, Simulation and Optimization of Complex Processes - HPSC 2012, H.B. et al. (ed.) (Springer, Berlin, 2014), pp. 133–143
V.T. Luan, A. Ostermann, Parallel exponential Rosenbrock methods. Comput. Math. Appl. 71, 1137–1150 (2016)
V.T. Luan, J.A. Pudykiewicz, D.R. Reynolds, Further development of the efficient and accurate time integration schemes for meteorological models J. Comput. Sci. 376, 817–837 (2018)
D.L. Michels, M. Desbrun, A semi-analytical approach to molecular dynamics. J. Comput. Phys. 303, 336–354 (2015)
D.L. Michels, J.P.T. Mueller, Discrete computational mechanics for stiff phenomena, in SIGGRAPH ASIA 2016 Courses (2016), pp. 13:1–13:9
D.L. Michels, G.A. Sobottka, A.G. Weber, Exponential integrators for stiff elastodynamic problems. ACM Trans. Graph. 33(1), 7:1–7:20 (2014)
D.L. Michels, J.P.T. Mueller, G.A. Sobottka, A physically based approach to the accurate simulation of stiff fibers and stiff fiber meshes. Comput. Graph. 53B, 136–146 (2015)
D.L. Michels, V.T. Luan, M. Tokman, A stiffly accurate integrator for elastodynamic problems. ACM Trans. Graph. 36(4), 116 (2017)
J. Niesen, W.M. Wright, Algorithm 919: a Krylov subspace algorithm for evaluating the φ-functions appearing in exponential integrators. ACM Trans. Math. Softw. 38, 3 (2012)
D.A. Pope, An exponential method of numerical integration of ordinary differential equations. Commun. ACM 6, 491–493 (1963)
C.D. Runge, Über die numerische Auflösung von Differentialgleichungen. Math. Ann. 46, 167–178 (1895)
A. Stern, M. Desbrun, Discrete geometric mechanics for variational time integrators, in SIGGRAPH 2006 Courses (2006), pp. 75–80
A. Stern, E. Grinspun, Implicit-explicit variational integration of highly oscillatory problems. Multiscale Model. Simul. 7, 1779–1794 (2009)
A. Tambue, I. Berre, J.M. Nordbotten, Efficient simulation of geothermal processes in heterogeneous porous media based on the exponential Rosenbrock–Euler and Rosenbrock-type methods. Adv. Water Resour. 53, 250–262 (2013)
D. Terzopoulos, J. Platt, A. Barr, K. Fleischer, Elastically deformable models. ACM Trans. Graph. 21, 205–214 (1987)
M. Tokman, J. Loffeld, P. Tranquilli, New adaptive exponential propagation iterative methods of Runge-Kutta type. SIAM J. Sci. Comput. 34, A2650–A2669 (2012)
H. Zhuang, I. Kang, X. Wang, J.H. Lin, C.K. Cheng, Dynamic analysis of power delivery network with nonlinear components using matrix exponential method, in 2015 IEEE Symposium on Electromagnetic Compatibility and Signal Integrity (IEEE, Piscataway, 2015), pp. 248–252
Acknowledgements
The first author has been partially supported by NSF grant DMS–2012022. The second author has been partially supported by King Abdullah University of Science and Technology (KAUST baseline funding).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Luan, V.T., Michels, D.L. (2021). Exponential Rosenbrock Methods and Their Application in Visual Computing. In: Jax, T., Bartel, A., Ehrhardt, M., Günther, M., Steinebach, G. (eds) Rosenbrock—Wanner–Type Methods. Mathematics Online First Collections. Springer, Cham. https://doi.org/10.1007/978-3-030-76810-2_3
Download citation
DOI: https://doi.org/10.1007/978-3-030-76810-2_3
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-76809-6
Online ISBN: 978-3-030-76810-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)